Necessary Optimality Conditions for Interval Optimization Problems with Inequality Constraints Using Constrained Interval Arithmetic

被引：2

作者：

Maqui-Huaman, Gino G. ^{[1
]}

Silva, Geraldo ^{[1
]}

Leal, Ulcilea ^{[2
]}

机构：

[1] Sao Paulo State Univ UNESP, Inst Biosci Humanities & Exact Sci, Dept Appl Math, BR-15054000 Sao Jose Do Rio Preto, SP, Brazil

[2] UFTM, BR-38280000 Iturama, MG, Brazil

来源：

FUZZY INFORMATION PROCESSING, NAFIPS 2018 | 2018年 / 831卷

关键词：

Interval optimization problem; Constrained interval arithmetic; PROGRAMMING-PROBLEMS; UNCERTAINTY;

D O I：

10.1007/978-3-319-95312-0_38

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This article is devoted to obtaining necessary optimality conditions for optimization problems with interval-valued objective and interval inequality constraints. These objective and constraint functions are obtained from continuous functions by using constrained interval arithmetic. We give a concept of derivative for this class of interval-valued functions and we find necessary conditions based on Karush-Kunh-Tucker theorem in their interval version. We present an example to illustrate our results.

引用

页码：439 / 449

页数：11

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